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4. A portfolio has the expected return of 26% and standard deviation 20%. The risk-free rate in the market is 5%. Now there is a

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4. A portfolio has the expected return of 26% and standard deviation 20%. The risk-free rate in the market is 5%. Now there is a mean-variance investor whose risk aversion coefficient is 3. Will she invest in this portfolio or not? And if her risk aversion coefficient decreases to 2, will she invest

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